User:Karthikraoa

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<math> G </math><math> X</math><math> c </math> = <math> d </math>
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G X c = d

Revision as of 17:21, 1 December 2009

The following is a problem very similar to the problem "Convex Iteration rank-1" in Jon Dattoro's book (Dn is the space of diagonal matrices and Sn is the space of symmetric matrices)

find LaTeX: X \in S_n and LaTeX:  G \in D_n

subject to


LaTeX:  A svec LaTeX:  X = LaTeX:  b


LaTeX:  X \ge 0


LaTeX:  rank X \le r


G X c = d

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